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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 13 Dec 2007 02:32:31 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/13/t1197537476yx12cka6s00j3b2.htm/, Retrieved Sun, 05 May 2024 17:47:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3341, Retrieved Sun, 05 May 2024 17:47:52 +0000

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No (this computation is public)

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Estimated Impact

183

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [Paper (P)ACF tijd...] [2007-12-13 09:32:31] [cb172450b25aceeff04d58e88e905157] [Current]

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Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3341&T=0

[TABLE]
[ROW][C]Summary of compuational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3341&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3341&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	0.304363	2.3576	0.010836
2	0.253848	1.9663	0.026948
3	0.202975	1.5722	0.060577
4	0.136467	1.0571	0.147359
5	0.225095	1.7436	0.043177
6	-0.028459	-0.2204	0.586862
7	0.167809	1.2998	0.099313
8	-0.170324	-1.3193	0.903964
9	-0.041322	-0.3201	0.624991
10	-0.174545	-1.352	0.909278
11	-0.199356	-1.5442	0.936102
12	0.018087	0.1401	0.444524
13	-0.298439	-2.3117	0.987878
14	-0.13318	-1.0316	0.846801
15	-0.301019	-2.3317	0.988454
16	-0.108763	-0.8425	0.798565

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.304363 & 2.3576 & 0.010836 \tabularnewline
2 & 0.253848 & 1.9663 & 0.026948 \tabularnewline
3 & 0.202975 & 1.5722 & 0.060577 \tabularnewline
4 & 0.136467 & 1.0571 & 0.147359 \tabularnewline
5 & 0.225095 & 1.7436 & 0.043177 \tabularnewline
6 & -0.028459 & -0.2204 & 0.586862 \tabularnewline
7 & 0.167809 & 1.2998 & 0.099313 \tabularnewline
8 & -0.170324 & -1.3193 & 0.903964 \tabularnewline
9 & -0.041322 & -0.3201 & 0.624991 \tabularnewline
10 & -0.174545 & -1.352 & 0.909278 \tabularnewline
11 & -0.199356 & -1.5442 & 0.936102 \tabularnewline
12 & 0.018087 & 0.1401 & 0.444524 \tabularnewline
13 & -0.298439 & -2.3117 & 0.987878 \tabularnewline
14 & -0.13318 & -1.0316 & 0.846801 \tabularnewline
15 & -0.301019 & -2.3317 & 0.988454 \tabularnewline
16 & -0.108763 & -0.8425 & 0.798565 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3341&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]0[/C][C]1[/C][C]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.304363[/C][C]2.3576[/C][C]0.010836[/C][/ROW]
[ROW][C]2[/C][C]0.253848[/C][C]1.9663[/C][C]0.026948[/C][/ROW]
[ROW][C]3[/C][C]0.202975[/C][C]1.5722[/C][C]0.060577[/C][/ROW]
[ROW][C]4[/C][C]0.136467[/C][C]1.0571[/C][C]0.147359[/C][/ROW]
[ROW][C]5[/C][C]0.225095[/C][C]1.7436[/C][C]0.043177[/C][/ROW]
[ROW][C]6[/C][C]-0.028459[/C][C]-0.2204[/C][C]0.586862[/C][/ROW]
[ROW][C]7[/C][C]0.167809[/C][C]1.2998[/C][C]0.099313[/C][/ROW]
[ROW][C]8[/C][C]-0.170324[/C][C]-1.3193[/C][C]0.903964[/C][/ROW]
[ROW][C]9[/C][C]-0.041322[/C][C]-0.3201[/C][C]0.624991[/C][/ROW]
[ROW][C]10[/C][C]-0.174545[/C][C]-1.352[/C][C]0.909278[/C][/ROW]
[ROW][C]11[/C][C]-0.199356[/C][C]-1.5442[/C][C]0.936102[/C][/ROW]
[ROW][C]12[/C][C]0.018087[/C][C]0.1401[/C][C]0.444524[/C][/ROW]
[ROW][C]13[/C][C]-0.298439[/C][C]-2.3117[/C][C]0.987878[/C][/ROW]
[ROW][C]14[/C][C]-0.13318[/C][C]-1.0316[/C][C]0.846801[/C][/ROW]
[ROW][C]15[/C][C]-0.301019[/C][C]-2.3317[/C][C]0.988454[/C][/ROW]
[ROW][C]16[/C][C]-0.108763[/C][C]-0.8425[/C][C]0.798565[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3341&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3341&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	0.304363	2.3576	0.010836
2	0.253848	1.9663	0.026948
3	0.202975	1.5722	0.060577
4	0.136467	1.0571	0.147359
5	0.225095	1.7436	0.043177
6	-0.028459	-0.2204	0.586862
7	0.167809	1.2998	0.099313
8	-0.170324	-1.3193	0.903964
9	-0.041322	-0.3201	0.624991
10	-0.174545	-1.352	0.909278
11	-0.199356	-1.5442	0.936102
12	0.018087	0.1401	0.444524
13	-0.298439	-2.3117	0.987878
14	-0.13318	-1.0316	0.846801
15	-0.301019	-2.3317	0.988454
16	-0.108763	-0.8425	0.798565

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.304363	2.3576	0.010836
1	0.177669	1.3762	0.086934
2	0.097147	0.7525	0.227348
3	0.023748	0.184	0.427335
4	0.152583	1.1819	0.120954
5	-0.183117	-1.4184	0.919379
6	0.167571	1.298	0.099627
7	-0.327899	-2.5399	0.993152
8	0.08662	0.671	0.252413
9	-0.267861	-2.0748	0.978851
10	0.053695	0.4159	0.339477
11	0.040284	0.312	0.378046
12	-0.16195	-1.2545	0.89273
13	-0.061217	-0.4742	0.681454
14	-0.104179	-0.807	0.788565
15	0.050211	0.3889	0.349352
16	0.147415	1.1419	0.129022

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.304363 & 2.3576 & 0.010836 \tabularnewline
1 & 0.177669 & 1.3762 & 0.086934 \tabularnewline
2 & 0.097147 & 0.7525 & 0.227348 \tabularnewline
3 & 0.023748 & 0.184 & 0.427335 \tabularnewline
4 & 0.152583 & 1.1819 & 0.120954 \tabularnewline
5 & -0.183117 & -1.4184 & 0.919379 \tabularnewline
6 & 0.167571 & 1.298 & 0.099627 \tabularnewline
7 & -0.327899 & -2.5399 & 0.993152 \tabularnewline
8 & 0.08662 & 0.671 & 0.252413 \tabularnewline
9 & -0.267861 & -2.0748 & 0.978851 \tabularnewline
10 & 0.053695 & 0.4159 & 0.339477 \tabularnewline
11 & 0.040284 & 0.312 & 0.378046 \tabularnewline
12 & -0.16195 & -1.2545 & 0.89273 \tabularnewline
13 & -0.061217 & -0.4742 & 0.681454 \tabularnewline
14 & -0.104179 & -0.807 & 0.788565 \tabularnewline
15 & 0.050211 & 0.3889 & 0.349352 \tabularnewline
16 & 0.147415 & 1.1419 & 0.129022 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3341&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]0[/C][C]0.304363[/C][C]2.3576[/C][C]0.010836[/C][/ROW]
[ROW][C]1[/C][C]0.177669[/C][C]1.3762[/C][C]0.086934[/C][/ROW]
[ROW][C]2[/C][C]0.097147[/C][C]0.7525[/C][C]0.227348[/C][/ROW]
[ROW][C]3[/C][C]0.023748[/C][C]0.184[/C][C]0.427335[/C][/ROW]
[ROW][C]4[/C][C]0.152583[/C][C]1.1819[/C][C]0.120954[/C][/ROW]
[ROW][C]5[/C][C]-0.183117[/C][C]-1.4184[/C][C]0.919379[/C][/ROW]
[ROW][C]6[/C][C]0.167571[/C][C]1.298[/C][C]0.099627[/C][/ROW]
[ROW][C]7[/C][C]-0.327899[/C][C]-2.5399[/C][C]0.993152[/C][/ROW]
[ROW][C]8[/C][C]0.08662[/C][C]0.671[/C][C]0.252413[/C][/ROW]
[ROW][C]9[/C][C]-0.267861[/C][C]-2.0748[/C][C]0.978851[/C][/ROW]
[ROW][C]10[/C][C]0.053695[/C][C]0.4159[/C][C]0.339477[/C][/ROW]
[ROW][C]11[/C][C]0.040284[/C][C]0.312[/C][C]0.378046[/C][/ROW]
[ROW][C]12[/C][C]-0.16195[/C][C]-1.2545[/C][C]0.89273[/C][/ROW]
[ROW][C]13[/C][C]-0.061217[/C][C]-0.4742[/C][C]0.681454[/C][/ROW]
[ROW][C]14[/C][C]-0.104179[/C][C]-0.807[/C][C]0.788565[/C][/ROW]
[ROW][C]15[/C][C]0.050211[/C][C]0.3889[/C][C]0.349352[/C][/ROW]
[ROW][C]16[/C][C]0.147415[/C][C]1.1419[/C][C]0.129022[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3341&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3341&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.304363	2.3576	0.010836
1	0.177669	1.3762	0.086934
2	0.097147	0.7525	0.227348
3	0.023748	0.184	0.427335
4	0.152583	1.1819	0.120954
5	-0.183117	-1.4184	0.919379
6	0.167571	1.298	0.099627
7	-0.327899	-2.5399	0.993152
8	0.08662	0.671	0.252413
9	-0.267861	-2.0748	0.978851
10	0.053695	0.4159	0.339477
11	0.040284	0.312	0.378046
12	-0.16195	-1.2545	0.89273
13	-0.061217	-0.4742	0.681454
14	-0.104179	-0.807	0.788565
15	0.050211	0.3889	0.349352
16	0.147415	1.1419	0.129022

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

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